+554.5%
MSTR vs PSA
+140.2%
+414.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | -4.0% | +1.5% | -5.4% | -4.5% |
| 30D | -18.6% | +16.7% | -35.3% | -24.1% |
| 3M | +25.6% | +4.0% | +21.6% | +23.1% |
| 6M | -33.1% | +10.9% | -43.9% | -36.6% |
| YTD | -17.3% | +34.2% | -51.6% | -28.2% |
| 1Y | -48.1% | +26.6% | -74.7% | -53.8% |
| 3Y | +154.2% | +54.7% | +99.5% | +101.9% |
| 5Y | +46.2% | +30.0% | +16.2% | +28.5% |
| 10Y | +554.5% | +132.7% | +421.9% | +422.5% |
| All | +554.5% | +140.2% | +414.3% | +422.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling